PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-11 20:25:07.590086+00:00 (UTC)
In US/Central Time, this is 2024-03-11 15:25:07.590086-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897987 -0.477039 0.085115 -0.006449 0.546337 0.254859
1997-01-03 -0.886280 -0.477039 -0.156629 0.009081 0.745892 0.205720
1997-01-06 -0.882377 -0.477039 -0.065223 -0.014214 0.778765 0.269638
1997-01-07 -0.882377 -0.456202 -0.130169 -0.045274 0.838384 0.383207
1997-01-08 -0.894085 -0.456202 -0.023128 -0.084099 0.786426 0.496384
... ... ... ... ... ... ...
2024-03-04 -0.819938 -1.477212 -0.834954 1.670774 1.462411 0.115368
2024-03-05 -0.800425 -1.498049 -0.718292 1.670774 1.214667 -0.158858
2024-03-06 -0.816035 -1.529304 -0.713481 1.670774 1.123909 -0.203241
2024-03-07 -0.816035 -1.498049 -0.720697 1.810542 1.133233 -0.250795
2024-03-08 -0.819938 -1.477212 -0.684616 1.872662 1.023452 -0.227810

7183 rows × 6 columns

../../_images/5e9dede701affccef174a267268e6f519b7d2cdfffbaf5782ce2a81d12b6f631.png
pc1
DATE
1997-01-02   -0.580233
1997-01-03   -0.686478
1997-01-06   -0.669358
1997-01-07   -0.705791
1997-01-08   -0.675445
                ...   
2024-03-04   -1.656296
2024-03-05   -1.525987
2024-03-06   -1.512640
2024-03-07   -1.532722
2024-03-08   -1.511852
Name: PC1, Length: 7183, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../../_images/2531ceb4434881177a52a13a5586ee3f181a382450ac27a31b43961a3dcbc28d.png
fig = px.line(pc1)
fig.show()
../../_images/89e655d445b207e961df0b1d49cfbf819dacfb32448715124494eab365926e29.png